It wouldn't make much sense if a step could be done without a line of code, because in that case it wouldn't be a step at all. So I suppose the answer is true?
Unless one of the steps is something bizzare as "Make sure all your variables are of type integer". Then I guess you wouldnt need to write any code for that.
Edit: Makes sense what @Chervil said, could be the case too.
You could have an algorithm step along the lines of "go back to calling function", but in C++ you can do that simply by having no more statements and it will happen at the end of the function.
A bigger question is where did this question come from? It has the feel of something someone teaching programming with very little actual programming experience might set as homework.